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Associate Professor, Department of Mathematics, Tranquebar Bishop Manickam Lutheran College, Porayar,
India.
2
Assistant Professor, Department of Mathematics, E.G.S. Pillay Engineering College, Nagapattinam,
Tamilnadu, India.
ABSTRACT :In this paper an attempt is made to transform Kolomogrov Maximal inequality, Koronecker
Lemma, Loeves Lemma and Kolomogrovs strong law of large numbers for independent, identically distributive
fuzzy Random variables. The applications of this results is extensive and could produce intensive insights on
Fuzzy Random variables.
Keywords :Fuzzy Random Variables, Fuzzy Real Number, Fuzzy distribution function, Strong law of Large
Numbers.
I. Introduction
The theory of fuzzy random variables and fuzzy stochastic processes has received much attention in
recent years [1-12]. Prompted for studying law of large numbers for fuzzy random variables is both theoretical
since of major concern in fuzzy stochastic theory as in the case of classical probability theory would be the
different limit theorems for sequences of fuzzy random variables and practically since they are applicable to
statistical analysis when samples or prior information are fuzzy. The concept of fuzzy random variables was
introduced by Kwakernack [4] and Puri and Ralesea [6].
In order to make fuzzy random variables applicable to statistical analysis for imprecise data, we need to
come up with weak law of large numbers, strong law of large numbers and Kolomogorov inequalities. In the
present paper we have deduced Kolomogrov maximal inequality, Kroneckers lemma, and Loeves Lemma.
2. Preliminaries
In this section, we describe some basic concepts of fuzzy numbers. Let R denote the real line. A fuzzy
number is a fuzzy set : [0, 1] with the following properties.
1) is normal, i.e. there exists such that () = 1.
2) is upper semicontinuous.
3) Supp = { > 0} is compact.
rights reserved.
4) is a convex fuzzy set, i.e. + 1 min ((x)), (y)) for x, y, R and [0, 1].
Let F(R) be the family of all fuzzy numbers. For a fuzzy set , if we define.
: , 0 < 1,
=
Supp = 0
Then it follows that is a fuzzy number if and only if 1 and is a closed bounded interval
for each [0, 1].
From this characterization of fuzzy numbers, a fuzzy number is a completely determined by the end
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{ (), () 0 1 , then it is a well-known that is a fuzzy random variable if and only if for each
[0, 1]. and + are random variable in the usual sense (for details, see Ref.[11]). Hence, if is the
smallest field which makes is a consistent with ({ ,+ |0 1}). This enables us to define the
concept of independence of fuzzy random variables as in the case of classical random variables.
4. Fuzzy Random Variable and its Distribution Function and Exception
Given a real number, x, we can induce a fuzzy number with membership function (r) such that
(x) < 1 for r x (i.e. the membership function has a unique global maximum at x). We call as a fuzzy real
number induced by the real member .
A set of all fuzzy real numbers induced by the real number system the relation ~ on as 1 ~ 2 if
and only if 1 and 2 are induce same real number x. Then ~ is an equivalence relation, which equivalence
classes [ ] = { | ~ }. The quotient set / ~ is the equivalence classes. Then the cardinality of /~ is
equal to the real number system since the map / ~ by x [ ] is Necall / ~ as the fuzzy real
number system.
Fuzzy real number system ( / ~ )Rconsists of canonical fuzzy real number we call / ~ )R as the
canonical fuzzy real number system be a measurable space and , be a Borel measurable space. () (Power
set of R) be a set-valued function. According to is called a fuzzy-valued function if {(x, y) : yf(x)} is x .
f(x) is called a fuzzy-valued function if f : X (the set of all numbers). If is a fuzzy-valued function then
is a set-valued function [0, 1]. is called (fuzzy-valued) measurable if and only if is (set-urable for all
[0,1].
Make fuzzy random variables more tractable mathematically, we strong sense of measurability for
fuzzy-valued functions. (x) be a closed-fuzzy-valued function defined on X. From Wu wing two statements are
equivalent.
(x) are (real-valued) measurable for all [0, 1].
fuzzy-valued) measurable and one of and () is (real-value) measurable for all [0,1].
A fuzzy random variable called strongly measurable if one of the above two conditions is easy to see
that the strong measurability implies measurability. ) be a measure space and (, ) be a Borel measurable
space. () be a set-valued function. For K R the inverse image of f.
={x }
u) be a complete finite measure space. From Hiai and Umehaki ing two statements are equivalent.
Borel set K , f1 (K) is measurable (i.e. f1 (K) ), y is x - measurable.
If is a canonical fuzzy real number then 1 = 1 , Let be a fuzzy random variable. and are random
variables for all x and 1 . Let F(x) be a continuous distribution function of a random variable X. Let and
have the same distribution function F(x) for all [0,1]. For any fuzzy observation of fuzzy random
variable ( () = ), the -level set is = [ , ]. We can see that and are the
observations of and , respectively. () = and () = are continuous with respect to for
fixed . Thus , is continuously shrinking with respect to . Since [ , ] is the disjoint union of [ ,
] and (1 , ] (note that 1 = 1 ), for any real number x [1 , ], we have x = or F ( ) with x. If we
construct an interval
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and respectively for all . Let ( ) and ( ) be the respective fuzzy distribution functions of
We say that { }converges in distribution to strongly if
lim
and .
From the uniqueness of convergence in distribution for usual random variables.We conclude that the above
three kinds of convergence have the unique limits.
5. MAIN RESULTS
THEOREM 5.1 (KOLMOGOROU CONVERGENCE THEOREM)
Let {Xn} be independent fuzzy random variables with
EXn = 0 and 2 = E2 <, n > 1
If
2
=1 E <
then
=1
converges a.s.
[ ( (Xk) v ( )+
] |]
(0,1
E(
(0,1]
[ ((Xk2 ) ) v (Xk2 )+
]
<3 if m, n no
Therefore
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(0,1]
(0,1]
[(Sm ) (1 ) V (Sm ) ] ]
P [|
[(Xk ) v ( )+
] ]
i.e.
P [|
if m,n n0
i.e, {Sn} is a calculcy sequence in probability.
@ Sn S Say.
Sn S
a.s.
=1
i.e.
Xn conveyes a.s.
Definition 5.1:
Two sequences of Fuzzy random variables {Xn}
and {Yn} are said to be tail equivalent if
=1
P (Xn Yn ) <
THEOREM 5.2 :
Suppose that { }=1 be a sequence of independent fuzzy random variables.
Let
1
for all n 1
0 > 1
1 =
(a)
=1
P (w : | / > 1 ) <
(b)
=1
E (1 ) ) converges and
(c)
=1
21 <
Proof
Suppose that the three conditions hold. Because of byKolmogorov Khintchic theorem.
=1
1 +
[((X1n ) E(1 ) ) v ((X1n )+
E (Xn ) ) ]
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=1
((X1n ) v (X1n )+
converges a.s.
[(Xn ) v (Xn )+
] > 1 i.o. ) = 0
(0,1]
So |
(0,1]
[(Xn ) v (X n )+
] | 1 a.s.
Thus
=1
(0,1]
[(Xn ) v (Xn )+
] Converges a.s.
Conversely
if
[(Xn ) v (Xn )+
]
(0,1]
( Xn
(0,1]
v (Xn )+
) > 1 i.o. ) = 0
{ }
=1 and { }=1 are tail equivalent sequences
=1
So it is clear that
0,1
=1
[(Xn1 ) v (X1n )+
]
0,1
[(Xn ) v (Xn )+
]
converges a.s.
Now[
[(X1n ) v (X1n )+
]=1 is a sequence
(0,1]
=1
(0,1]
((X1j ) v (X1j )+
)
=1
(0,1]
lim ( Sup
1
1 +
1 +
[((Sm
) (Sn1 ) ) V ((Sm
) (Sm
) ) ] = 0
(0,1]
(0,1]
1
1 +
[((Sm
) (Sn1 ) ) V ((Sm
) (Sm )+
)
(2+)2
2
=1 X 1
j
Now if
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=1 X
= , then we have
P (Sup
1
1 +
1 +
[((Sm
) (Sn1 ) ) V ((Sm
) (Sm
) ) ) = 1
(0,1]
=1 X
So
1 +
((X1n ) E(X1n ) )) V ((X1n )+
E(Xn ) ))
(0,1]
converges a.s.
1
=1
Now Since
=1
We have
converges a.s.
......
E(2 )<, i 1. If Sn =
=1
and
> 0 then
a) 2 P (max1
(0,1]
+
| ((S ) E(S ) ) | V | ((S )+
E(S ) |)
2
=1
and if moreover
(0,1]
[ | (X ) (X )+ | C < a.s.
then
b) 1
(2+)2
2
=1
P (max1
(0,1]
+
(|(S ) E(S ) | V | ((S )+
E(S ) |)
Proof :
We assume EXk =0 , k 1.
Define a fuzzy random variables + by
1 , 1
such that 2 2 if there is such a k.
+ 1
Then (max
(0,1]
[(S ) V(S )+
] ] = [ t n ] and [t = k] (x1x2. .xk)
Hence
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+
[(S ) ((S ) (S ) ) V (S )+
((S ) (S ) )) d P
(0,1]
[=]
= E
(0,1]
+
[(S ) = ((S ) (S ) ) V ((S )+
(S ) )]
+
= E [ Sk[=] E (((S ) (S ) ) V ((S )+
(S ) )]
=0
Therefore,
(S )2 d P
[=]
[=]
+
+2
((S ) + ((S ) (S ) )2 V ((S )+
+ ((S ) (S ) ) d P
[=]
+
+2
((S ) + ((S ) (S ) )2 V ((S )+2
+ ((S ) (S ) )
+
+
+2 ((S ) (S ) ) (S ) ) V (S )+
(S ) (S ) ) d P
[=]
(S ) (S )+2
) dP
2 P(t = k)
(5.1)
Therefore
2 P (tn) = 2
P (t = k)
=1
[=]
[]
(S )2 V (S+ )2 ) d P
(S )2 V (S+ )2 ) d P
(S )2 V (S+ )2 ) d P
= E (S2 )
( 5.2)
But
ES2
Let X1 X2
=1
......
E (X )2 V (X+ )2 )
Xn . . . . be independents.
2
=1
2
=1
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+
+
= E ((S1 ) (f1 ) V (S1
) + (f1
)
+
+ (X ) (f1 ) V (X+ ) + (f1
) )2
+ 2
+
= E ((S1 )2 (f1 ) V (S1
) + (f1
) )
+
+ E ((X )2 (f1 ) V (X+ )2 + (f1
) )
+ 2
= E ((S1 )2 (f1 ) V (S1
) (f 1 )+
)
+ E ((X )2 V (X+ )2
+
E ((f1 ) V (f1
) )
+ 2
= E ((S1 )2 (f1 ) V (S1
) + (f1+) )
+
+ E ((X )2 E (f1 ) VE ((X+ )2 E(f1
) )
+ 2
= E ((S1 )2 (f1 ) V (S1
) + (f1+) )
(5.3)
Again
+ E ((S )2 I
[=]
V (S+ )2 ) I
[=]
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52 | Page
+ 2
E ((S1 )2 (f1 ) V (S1
) + (f1+) )
+
= E ((S )2 (f1 ) V (S+ )2 ) (f 1
) )
V (S+ )2 ) (f+ )
= E ((S )2 (f )
+ E ((S )2 I
[=]
V (S+ )2 ) I
[=]
Since
+ 2
E ((S1 )2 (f1 ) V (S1
) + (f 1 ) )
+ E ((X )2 P (t k) V (X+ )2 ) P (t k)
E ((S )2 (f ) V (S+ )2 (f ) )
( +2C)2 P (t k)
(5.5)
=1
E ((X )2 V (X+ ) 2 ) P (t k)
Now 2 2 2 By definition of t
and P(t > n) < P(t k) if k n imply
=1
E ((X )2 P(t k)
V E ((X+ )2 P(t n)
2 E ((f ) V (f+ ) )
+ ( +2C)2 P (t n)
Or
=1
+ ( +2C)2 P (t > n)
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=1
1 P (t n) ( +2C)2 /
E ((X )2 V ((X+ )2
(+2C)2
2
=1
implies P (t n) 1 ( +2C)2 /
=1
Proof : Since
1
bn
an converges
1
bn
bk ak 0
as n
an converges Sn =
=1
ak S (say)
+
[(b ) (a ) V (b+
) (a )
=1
bn
bn
bn
+
(b ) (S 1 ) (b+
) (S1 ) )
(b ) (S ) (b+ ) (S+ )
1
1
(b ) (S ) (b+ ) (S+ )
+
+
(b+
) ((S ) (S1 ) )]
[(b ) ((S ) (S 1 )
(b +1 ) (S ) (b++1 ) (S+) )
bn
1
1 ( (b )
(b+1 ) (S ) )
+
((b+) (b+
+1 ) ) (S )
= (S ) (S+ )
1
bn
1
1
((b ) (b+1 ) ) (S ) )
+
((b+) (b+
+1 ) ) (S )
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Since =
1
1 ( (b )
bn
(b +1 ) ((S ) (S ) )
+
((b+) (b+
+1 ) ) ((S ) (S ) )
(S )
1
1 ( (b )
(b )
(S + )
1
1
(b +
)
(b+ ) (b+
+1 )
(b +1 ) V
1
1 [ (b )
bn
(b +1 ) ](S )
(b+ )
+
+
[ (b+
) (b+1 ) ](S )
1
Now
(S )
(b )
(b ) (b +1 )
(S + )
1
1
(b +
)
(S )
1
1
(b )
+
(b+
) (b+1 )
((b1 ) (b ) )
(S + )
((b1+ ) (b+ )
(b +
)
((S ) (S + ) )
as bn
and
1
(b )
1
1
( (b ) (b +1 ) )( S
1
1
1
(b +
)
(S )
0 as n
Since
|
(b )
1
1
( (b ) (b +1 ) )( S
(S )
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(b )
0
=1
(b )
(b +
)
0
=1
| ( b+
1
0+1
(b +
)
+
+
(b+
+1 ) )((S ) (S ) ) |
1
0+1
(S )
( (b ) (b+1 ) ) ( S
1
| ( (b ) (b+1 ) ) S
1
1
1
(b +
)
( b+
(S )
(b++1 ) )((S+ ) (S + ) ) |
for n > n0
(b 0+1 ) (b )
(b )
V +
+
(b +
0+1 ) (b )
(b +
)
if n > n0
LEMMA 5.2 : (Loeve)
Let X be a fuzzy random variables and
q(t)
=1
q (/ x ) E ( | | V | |
+ V
=1
q (/ x )
Proof :
E (| | V | + |
=
+ d P ( | |
=1
V | | t )
+ tr dq (t)
1/
(1) 1/ )
tr dq (t) , x > 0
Now
(1)
t r dq (t)
1
nxr [ q 1 q ( )]
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t r dq (t)
(1)
(n-1)xr [ q 1 q ( )]
If E (| | v | + | ) =
and if E (| | v | + | ) <
then
xr Nq ( ) 0 as N
In fact,
> E (| | v | + | )
E (| | v | + | ) I (| |
v | + | > x N ]
= Nxr P [ | | v | + | >N ]
1
= Nxr q [ N ]
If E (| | v | + | ) <
by absolute continuity.
of integral Nxr q [ N ] 0 as N
on the other hand.
E (| | v | + | ) <
1
=1
(n 1) xr [ q ( 1) q ( ) ]
=1
xr [ q () ] (N1)xr q ( )
Since
1
=1
Now if
xr q ( )
q ( )<
then
nq ( ) 0 and
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E (| | v | + | )
1
lim
=1
lim
xv ( 1 +
xv ( 1 +
nxv [ q ( 1) q ( ) ]
1
1
1
q ( ) Nq ( ) )
q ( ))
THEOREM 5.4: (KOLMOGOROVS STRONG LAW OF LARGE NUMBERS for independent identicals
distributed r.v.s.)
Let {xn} be a sequence of indendent identically distributed fuzzy random variables then
< a.s.
then
|v|
= P (| (1 )
..
)n
E (| (1 ) v | (1 ) + P
P(An) = P (|
Now
|v|
(5.7)
n)
v | (1 )+
n)
<
( )
then
( )+
(1)
( )
( )+
( 1 ) ( 1 )
1
= 0 . .
(1 )
Hence P ( |
| V |
(1 )+
By Borel 0 1 Law
i.e.
=1
> i.o. )
P (| (1 )
=1
P (| ( )
v (1
| v | (+ )
)
2
)+
) ) <
2
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>
P [ |(1 )
)+
) )
v (1
P (An)
P (An) <
So from (1) E (| (1 )
)+
) ) <
v (1
Conversely let
E ((1 )
C = E ((1 )
and
)+
) <
v (1
)+
)
v (1
Define ( ) V (+)
= (() v ()+
) I [ | |
k ] k=1,2,3, . . .
( ) V ( )+
and
= (
+ . . . .
+ 2
v 2+
v 2
) | k
v (
Now
=1
P [ ( )
v (
P ( |( )
P (Ak) <
@ P [ ( )
Hence
and
v (
v (
)+
)+
( )
)+
v (
)+
| > k)
( ) v (
)+
i.o.
+
( ) v ( )+
( ) v ( )
0 . .
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E ((1 )
)+
) <
v (1
Now are independent but may be necessarily be identically distributed, we shall show that
(( )
=1
<
E (
)+
)
v (
v +
= E (
= E ( 1
E ( 1
E(
) I [ |
) I [ | 1
v 1
)n]
)n]
) G.S.
Therefore
( ) V ( )+
E (
2 (
( )
E(
v 1
( )+
) E ( | 1
=1
=1
+ 2
( )2
( )
[| 1 v
=1
=1
= 2
(( ) ( )+2
) dP
[k1< |
(( ) ( )+2
) dP
[k1< | 1
((1 ) (1 )+2
) dP
[k1< | 1 v
k2 P [k 1 < | 1
v 1
((1 ) (1 )+2
) dP
] ]
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= 2
=1
k P [ (k 1) < | 1
= 2
=1
(k1)P [ k 1 < (| 1
v 1
v 1
<]
+
]+2
[k1< ( | 1 v
= 2 ( E ( | 1
v 1
((1 ) (1 )+
) +2
+ 1
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